The Riemann-Stieltjes integral: and some applications in complex analysis and probability theory
Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
The purpose of this essay is to prove the existence of the Riemann-Stieltjes integral. After doing so, we present some applications in complex analysis, where we define the complex curve integral as a special case of the Riemann- Stieltjes integral, and then focus on Cauchy’s celebrated integral theorem. To show the versatility of the Riemann-Stieltjes integral, we also present some applications in probability theory, where the integral generates a general formula for the expectation, regardless of its underlying distribution.
Place, publisher, year, edition, pages
2014. , 41 p.
IdentifiersURN: urn:nbn:se:umu:diva-89199OAI: oai:DiVA.org:umu-89199DiVA: diva2:719488
Bachelor of Science in Physics and Applied Mathematics